Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, December 30, 2009, 7:18AM ET - U.S. Markets open in 2 hours and 12 minutes. Dow Down 0.02% Nasdaq  0.00%
PIMCO Foreign Bond (USD-Hedged) Adm (PFRAX)On Dec 29: 10.00   0.00 (0.00%)  
MORE ON PFRAX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2004):6.39%
Worst 1 Yr Total Return (2008):-2.64%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticPFRAXCategory
Alpha (against Standard Index)0.26-1.26
Beta (against Standard Index)0.881.48
Mean Annual Return6.060.58
R-squared (against Standard Index)3950.87
Standard Deviation5.608.83
Sharpe Ratio0.66N/A
Treynor Ratio4.33N/A
5 Years
StatisticPFRAXCategory
Alpha (against Standard Index)0.59-1.05
Beta (against Standard Index)0.801.29
Mean Annual Return5.550.42
R-squared (against Standard Index)4044.83
Standard Deviation4.487.36
Sharpe Ratio0.55N/A
Treynor Ratio3.20N/A
10 Years
StatisticPFRAXCategory
Alpha (against Standard Index)1.260.03
Beta (against Standard Index)0.601.06
Mean Annual Return6.330.55
R-squared (against Standard Index)3739.47
Standard Deviation3.666.68
Sharpe Ratio0.90N/A
Treynor Ratio5.66N/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center